Anic Equity¶

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Total return since start: 0.659 %¶

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Equity now: -----------------------------> 50687.38 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 33214.78 Kr¶

PnL: ---------------------------------------> -456.53 Kr¶

DD now: ---------------------------------> -4.58 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-19 10:35:35.165491'

Anic Portfolio¶

Today¶

Return: -0.126 %¶

This Week¶

Return: -0.126 %¶

Total portfolio value¶

Return including deposits: 65.937 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Profoto Holding 7 0.710000 599.200000 17.200000 2.960000 581.999999
Nederman Holding 1 -0.930000 214.000000 15.000000 7.540000 199.000000
INVISIO 15 -1.240000 3570.000000 7.500000 0.210000 3562.500000
JM 7 -1.240000 949.900000 2.100000 0.220000 947.800000
Sagax B 4 -2.040000 884.000000 0.800000 0.090000 883.200000
EQT 4 -1.630000 871.200000 0.400000 0.050000 870.800000
Hexatronic Group 15 1.630000 1068.000000 0.300000 0.030000 1067.700000
Vitec Software Group B 2 -2.220000 1101.000000 0.000000 0.000000 1101.000000
VEF 788 -0.330000 1897.500000 0.000000 0.000000 1897.504000
Creaspac SPAC 40 -0.100000 3824.000000 0.000000 0.000000 3824.000000
Sagax A 4 -1.340000 884.000000 0.000000 0.000000 884.000000
Addnode Group B 7 -2.650000 901.600000 -1.400000 -0.160000 903.000000
Alimak Group 12 -0.360000 1002.000000 -2.400000 -0.240000 1004.400000
Hexagon B 26 -1.280000 3408.600000 -2.600000 -0.080000 3411.200000
Catena 2 -0.150000 800.800000 -2.800000 -0.350000 803.600000
Eastnine 6 -1.630000 651.600000 -5.400000 -0.820000 657.000000
Orrön Energy 170 -3.470000 2034.050000 -6.800000 -0.330000 2040.850000
BHG Group 109 -5.890000 1411.550000 -7.630000 -0.540000 1419.180000
Volati 5 -0.880000 565.000000 -9.000000 -1.570000 574.000000
Investor B 3 -1.280000 646.350000 -11.650000 -1.770000 657.999999
Vitrolife 3 -2.640000 664.800000 -12.200000 -1.800000 677.000001
Xvivo Perfusion 3 -3.680000 825.000000 -20.000000 -2.370000 845.000001
Balco Group 39 -0.740000 1831.050000 -43.950000 -2.340000 1874.999997
Sedana Medical 93 -3.440000 2609.580000 -374.000000 -12.540000 2983.577733
TOTAL 33214.780000 -456.530000 -4.58011% 33671.311730

Updated:¶

'2023-06-19 10:35:52.055285'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶